Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919882.8006 | 837097.5802 | 82785.2204 | 3162214.2929 | 2378006.8638 | 784207.4291 |
Total P&L (%) | 919.8828 | 837.0976 | 82.7852 | 3162.2143 | 2378.0069 | 784.2074 |
Avg Daily Profit (%) | 0.4959 | 0.4513 | 0.0446 | 0.188 | 0.1732 | 0.1176 |
Buy And Hold Return (%) | 98.4519 | 98.4519 | 98.4519 | 98.4519 | 98.4519 | 98.4519 |
Max Trade Drawdown | -114315 | -72364 | -63434 | -3267996 | -1996134 | -2257040 |
Profit Factor | 2.3616 | 3.6857 | 1.2275 | 1.2697 | 1.4197 | 1.1294 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 34.7458 | 38.9831 | 30.5085 | 34.7458 | 38.9831 | 30.5085 |
Ratio Avg Win / Avg Loss | 4.4351 | 5.7689 | 2.7959 | 2.3845 | 2.2222 | 2.5725 |
Largest Winning Trade | 407872 | 407872 | 73413 | 2434551 | 2434551 | 1636779 |
Largest Losing Trade | -28810 | -20966 | -28810 | -785593 | -562960 | -785593 |
Avg Bars in Trades | 91 | 87 | 95 | 91 | 87 | 95 |
Avg Bars in Winners | 195 | 170 | 227 | 195 | 170 | 227 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 10778 | 5168 | 5610 | 10778 | 5168 | 5610 |
Profit Streak | 0 | 0 | 51.0344 | 0 | 0 | 51.0344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340047 | -164226 | -482302 | 119747 | -171507 | -296691 |
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{ "first_band": { "type": "wma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 33, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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